To install APK applications on your Android phone do the following:

1.	Copy the APK file you want to install to your phone's memory card and insert the card into your Android phone.
2.	Go to Android Market and search for the Apps Installer, App Installer, z-App Installer or Fast Installer application.
3.	Open it and click on the Install button.
4.	After getting installed, open it. It will show you all the APK files stored directly in the root directory of your memory card.
5.	Click on the application you want to install and it gets installed in the device.

You could also install a file manager app like Astro File Manager and then browse to the APK and install it.